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Almgren-chriss

Latest version: v1.1.0

The latest version of almgren-chriss with no known security vulnerabilities is 1.1.0. We recommend installing version 1.1.0.

The information on this page was curated by experts in our Cybersecurity Intelligence Team.

Latest release
v1.1.0 at May 30, 2023
License
GPL-2.0-only (GNU General Public License v2.0 only)

Description

functions for implementing the Almgren-Chriss model for optimal execution of portfolio transactions.

Resources

Vulnerabilities

See all vulnerabilities

No known vulnerabilities found

Versions (3)

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Has known vulnerabilities

  • 1.1.0
  • 1.0.1
  • 1.0.0